Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-16 11.363883 13.036952 14.843857 16.936920 19.291148 21.853661 24.850366
2025-03-23 9.020062 11.302746 13.962766 17.277382 21.281800 25.947223 31.777163
2025-03-30 7.923290 10.503327 13.658004 17.772325 22.966590 29.273729 37.475522
2025-04-06 6.811561 9.508688 12.954549 17.637659 23.787636 31.534112 41.966814
2025-04-13 5.676633 8.308837 11.809001 16.746255 23.462765 32.202720 44.342511
2025-04-20 5.194401 7.920466 11.672161 17.134755 24.790948 35.029695 49.622444
2025-04-27 4.774345 7.562187 11.522860 17.460311 26.011777 37.734818 54.835913
2025-05-04 4.295082 7.060469 11.112562 17.360495 26.597371 39.563033 58.898649
2025-05-11 3.844030 6.550579 10.636509 17.108989 26.919107 41.001495 62.443951
2025-05-18 3.520491 6.204353 10.369987 17.135491 27.627194 42.999845 66.854481
2025-05-25 3.274815 5.957189 10.230343 17.334093 28.587044 45.390371 71.923634
2025-06-01 3.011174 5.652874 9.971133 17.316527 29.197204 47.268698 76.291955
2025-06-08 2.730751 5.298575 9.610626 17.122437 29.536710 48.782208 80.232199
2025-06-15 2.543606 5.090215 9.475206 17.284652 30.449456 51.217533 85.698471
2025-06-22 2.442614 5.026489 9.577265 17.844013 32.028674 54.755172 93.021742
2025-06-29 2.236463 4.745966 9.276645 17.686768 32.397941 56.366977 97.342648
2025-07-06 1.945403 4.272348 8.590672 16.800423 31.468325 55.810099 98.117371
2025-07-13 1.858902 4.192965 8.618048 17.187473 32.749255 58.940522 105.041081
2025-07-20 1.771040 4.101887 8.615007 17.514833 33.936103 61.955908 111.884609
2025-07-27 1.638173 3.903953 8.391571 17.414426 34.347645 63.665152 116.590141
2025-08-03 1.500032 3.680532 8.100008 17.162324 34.463519 64.860521 120.454806
2025-08-10 1.403820 3.538830 7.959249 17.188864 35.088090 66.959331 125.945969
2025-08-17 1.332503 3.445693 7.909309 17.388034 36.041057 69.669761 132.597253